Anic Equity¶

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Total return since start: 0.576 %¶

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Equity now: -----------------------------> 48152.71 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46757.81 Kr¶

PnL: ---------------------------------------> -130.76 Kr¶

DD now: ---------------------------------> -0.981 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 15:24:42.381776'

Anic Portfolio¶

Today¶

Return: 0.924 %¶

This Week¶

Return: 1.303 %¶

Total¶

Return: 57.64 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.120000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 1.340000 3146.000000 175.000000 5.890000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 0.550000 436.400000 81.400000 22.930000 355.000000
Corem Property Group B 59 -0.710000 657.850000 80.850000 14.010000 576.999999
Boozt 12 0.490000 1714.800000 60.800000 3.680000 1653.999996
HMS Networks 2 0.940000 726.400000 53.400000 7.930000 673.000000
SAAB B 8 0.850000 3423.200000 46.200000 1.370000 3377.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
OEM International B 7 1.510000 564.200000 36.200000 6.860000 527.999997
Intrum 4 1.790000 556.000000 29.000000 5.500000 527.000000
Eastnine 4 2.060000 516.000000 25.000000 5.090000 491.000000
Norva24 Group 16 4.780000 568.000000 25.000000 4.600000 543.000000
Coor Service Management Hold. 8 1.170000 553.200000 21.200000 3.980000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
MedCap 2 -1.140000 435.000000 14.000000 3.330000 421.000000
AcadeMedia 12 1.730000 570.360000 13.360000 2.400000 557.000004
Samhällsbyggnadsbo. i Norden D 12 -0.180000 259.200000 13.200000 5.370000 246.000000
Resurs Holding 22 0.950000 584.100000 10.100000 1.760000 573.999998
Securitas B 6 1.140000 575.880000 5.880000 1.030000 570.000000
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 1.690000 568.500000 4.500000 0.800000 564.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Essity B 2 -1.170000 573.200000 -0.800000 -0.140000 574.000000
Handelsbanken A 5 0.180000 545.000000 -1.000000 -0.180000 546.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Nordea Bank Abp 29 -0.030000 3448.100000 -5.900000 -0.170000 3453.999992
Midsona B 63 -1.190000 576.450000 -6.550000 -1.120000 582.999984
CTEK 13 0.800000 527.020000 -6.980000 -1.310000 533.999999
International Petroleum Corp. 5 2.390000 556.000000 -38.570000 -6.490000 594.565215
Vivesto 1368 2.010000 570.180000 -42.820000 -6.990000 612.999432
Sampo Oyj SDB 7 -0.190000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 1.370000 1534.500000 -129.500000 -7.780000 1663.999992
Axfood 13 1.010000 3624.400000 -131.600000 -3.500000 3756.000001
Ovzon 52 4.420000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46758.540000 -130.030000 -0.97975% 46888.564618

Updated:¶

'2023-01-18 15:24:17.852576'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶